+175.8%
KDP vs IT
+89.8%
+86.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | +1.0% |
| 7D | +2.1% | -9.1% | +11.2% | +3.5% |
| 30D | +8.5% | -7.0% | +15.5% | +9.5% |
| 3M | +6.6% | +7.6% | -1.0% | +4.5% |
| 6M | +17.1% | +2.1% | +14.9% | +15.1% |
| YTD | +19.0% | -31.6% | +50.6% | +24.4% |
| 1Y | +21.8% | -29.9% | +51.7% | +26.2% |
| 3Y | +6.4% | -51.3% | +57.7% | +15.2% |
| 5Y | +5.1% | -44.8% | +49.9% | +8.6% |
| 10Y | +175.8% | +91.4% | +84.5% | +111.3% |
| All | +175.8% | +89.8% | +86.0% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling